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Strategic Trading by Market Makers on the London Stock Exchange

Author

Listed:
  • Oliver Hansch
  • A Neuberger
Abstract
No abstract is available for this item.

Suggested Citation

  • Oliver Hansch & A Neuberger, 1996. "Strategic Trading by Market Makers on the London Stock Exchange," Archive Working Papers 013, Birkbeck, Department of Economics, Mathematics & Statistics.
    • Handle: RePEc:bbk:bbkifr:013
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    Cited by:

    1. Vitale, Paolo, 1998. "Two months in the life of several gilt-edged market makers on the London Stock Exchange," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 8(3-4), pages 299-324, December.
    2. Osler, Carol L. & Mende, Alexander & Menkhoff, Lukas, 2011. "Price discovery in currency markets," Journal of International Money and Finance, Elsevier, vol. 30(8), pages 1696-1718.
    3. Charlie X. Cai & David Hillier & Robert Hudson & Kevin Keasey, 2008. "Trading Frictions and Market Structure: An Empirical Analysis," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 35(3‐4), pages 563-579, April.
    4. Carol Osler & Geir Bjonnes & Neophytos Kathitziotis, 2016. "Bid-Ask Spreads in OTC Markets," Working Papers 102, Brandeis University, Department of Economics and International Business School.
    5. Koopman, S.J.M. & Lai, H.N., 1998. "Modelling bid-ask spreads in competitive dealership markets," Other publications TiSEM 7a193911-dbf2-4831-ac8d-9, Tilburg University, School of Economics and Management.
    6. Olivier Brandouy & Pascal Barneto & Lawrence Leger, 2003. "Asymmetric information, imitative behaviour and communication: price formation in an experimental asset market," The European Journal of Finance, Taylor & Francis Journals, vol. 9(5), pages 393-419.
    7. Victoria Saporta & Giorgio Trebeschi & Anne Vila, 1999. "Price formation and transparency on the London Stock Exchange," Bank of England working papers 95, Bank of England.

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